使用对数学生t分布定价欧式期权：Gosset公式
摘要：使用高斯特皮键方法定价欧洲看涨或看跌期权
作者：Daniel T. Cassidy (McMaster University, Department of Engineering Physics, Hamilton, ON, Canada), Michael J. Hamp (Scotiabank, Toronto, ON, Canada), and Rachid Ouyed (Department of Physics&Astronomy, University of Calgary, Calgary, AB, Canada and Origins Institute, McMaster University, Hamilton, ON, Canada)
论文ID：0906.4092
分类：Pricing of Securities
分类简称：q-fin.PR
提交时间：2015-05-13